Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Year of publication: |
2000
|
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Authors: | Fornari, Fabio |
Other Persons: | Mele, Antonio (contributor) |
Publisher: |
Boston, MA : Springer |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | Finanzmarkt | Financial market |
Extent: | Online-Ressource (XV, 147 p) digital |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-1-4615-4533-0 ; 978-1-4613-7045-1 |
Other identifiers: | 10.1007/978-1-4615-4533-0 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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